The Stockholm-born star, one of the biggest DJs on the global club circuit, said he was hoping to use his music for a greater social cause.
“The promise of a better life often traps families and children into being used as tools for some of the most despicable people on Earth,” he said in a statement.
“It's an issue about which I hope to start a louder discussion, especially now with the huge number of families on the move from war-torn countries looking for safety and shelter.”
'For a Better Day' which will appear on Avicii's upcoming album 'Stories', features a video full of unsettling imagery as hooded traffickers go on a killing spree of adults in their way, including a politician portrayed by actor Krister Henriksson.
The video shows two children rushing through fields to escape, only to be forced barely clothed into a traffickers' car.
The second video, for the song 'Pure Grinding' is similarly violent, if less socially oriented, as it shows a gangster feud reminiscent of a Western movie.
Both films were posted on YouTube on Thursday and had each clocked up almosy 500,000 views by Friday lunchtime.
Avicii, whose real name is Tim Bergling, co-directed with filmmaker Levan Tsikurishvili and shot the videos in Hungary.
Hungary has taken a hard line in Europe's escalating refugee crisis, with Prime Minister Viktor Orban saying on Thursday that the mostly Muslim migrants threatened the continent's Christian roots.
The videos were shot earlier in the summer, before the latest tensions. Sweden is a top destination for migrants and accepts more refugees per capita than any EU country.
Amid a busy schedule with his album and his directorial debut, Avicii's publicists said he was postponing the rest of his performances for the year, a move which sparked a backlash from many fans.
Avicii, who plans to return to touring next year, will not play several shows in Japan and the United States as well as the Storm Festival of electronic music in Shanghai.
Avicii, who turns 26 on Tuesday, similarly called off shows including the Storm Festival in September last year due to health issues.
READ ALSO: How to help refugees if you live in Sweden